Man, that sucks! Never from pbk. I've ordered lots from them, and everything came shipped in that blue UK post office bag. Might be different with wheels? I can't recall now if they declared the contents as gifts or not, since I know doing that can sometimes avoid triggering the customs charges.
I emailed Wiggle about it and they said they had no control over it and that it is hit or miss with most of their US customers. I did a little online research and found that it can be affected by value. Anything over $200 is more likely to get flagged. The wheels and tires came out to a bit over $800.
Since most of the time shipping is free for anything over $70 or so, so I am going to start breaking up my orders into smallar chunks.